Exact solutions for expected rates of return under Markov regime switching : implications for the equity premium puzzle
Andrew B. Abel
| Year of publication: |
1994
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|---|---|
| Authors: | Abel, Andrew B. |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 26.1994, 3, p. 345-361
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| Subject: | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001169962